Anic Equity¶

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Total return since start: 0.735 %¶

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Equity now: -----------------------------> 52985.56 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 35017.97 Kr¶

PnL: ---------------------------------------> -101.25 Kr¶

DD now: ---------------------------------> -0.254 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:34:34.503757'

Anic Portfolio¶

Today¶

Return: -0.152 %¶

This Week¶

Return: -0.152 %¶

Total¶

Return: 73.461 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.770000 3914.000000 8.000000 0.200000 3906.000000
Ambea 68 2.700000 2537.760000 6.800000 0.270000 2530.960000
Indutrade 5 0.990000 1322.000000 5.000000 0.380000 1317.000000
Humana 40 1.930000 676.800000 4.800000 0.710000 672.000000
BHG Group 49 -2.310000 641.410000 3.920000 0.610000 637.490000
Lundin Gold 7 1.160000 974.400000 2.800000 0.290000 971.600000
SynAct Pharma 9 2.280000 645.300000 2.700000 0.420000 642.600000
SCA A 4 -0.660000 599.200000 0.800000 0.130000 598.400000
NCC B 7 1.190000 652.400000 0.700000 0.110000 651.700000
Latour B 2 0.670000 448.800000 0.400000 0.090000 448.400000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Balco Group 39 -0.420000 1870.050000 0.000000 0.000000 1870.050000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Creades A 7 0.930000 607.950000 -0.700000 -0.120000 608.650000
Sampo Oyj SDB 1 0.000000 503.000000 -1.000000 -0.200000 504.000000
Sdiptech B 3 1.720000 818.400000 -1.800000 -0.220000 820.200000
Addtech B 3 1.660000 696.600000 -1.800000 -0.260000 698.400000
Biotage 4 -0.470000 598.800000 -2.000000 -0.330000 600.800000
NCC A 6 0.200000 595.200000 -2.400000 -0.400000 597.600000
Embracer Group B 26 1.490000 657.150000 -2.470000 -0.370000 659.620000
Xvivo Perfusion 3 -0.880000 840.000000 -3.000000 -0.360000 843.000000
Fortnox 10 -1.410000 659.400000 -6.200000 -0.930000 665.600000
Investor A 16 -0.540000 3528.000000 -8.000000 -0.230000 3536.000000
BONESUPPORT HOLDING 10 0.580000 1213.000000 -8.000000 -0.660000 1221.000000
Volati 5 0.360000 564.000000 -9.000000 -1.570000 573.000000
Lime Technologies 2 3.420000 574.000000 -18.000000 -3.040000 592.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 35017.970000 -101.250000 -0.25374% 35119.220000

Updated:¶

'2023-06-07 16:34:48.436411'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶